+32.9%
F vs FLNC
-62.1%
+95.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.3% | +4.4% | -3.2% |
| 7D | -4.9% | -4.2% | -0.7% | -4.6% |
| 30D | -2.9% | -20.0% | +17.1% | -1.0% |
| 3M | -9.1% | -56.9% | +47.8% | -2.7% |
| 6M | +12.9% | -35.5% | +48.5% | +12.9% |
| YTD | +6.1% | -48.8% | +54.9% | +6.8% |
| 1Y | +22.5% | +49.3% | -26.7% | +5.1% |
| All | +32.9% | -62.1% | +95.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling